Perfect Simulation (hardcover)
 
作者: Mark L. Huber 
分類: Probability & statistics  
書城編號: 989733


售價: $1100.00

購買後立即進貨, 約需 18-25 天

 
 
出版社: CRC Press
出版日期: 2015/11/19
重量: 0.5 kg
ISBN: 9781482232448
 
>> 相關電子書

商品簡介


Exact sampling, specifically coupling from the past (CFTP), allows users to sample exactly from the stationary distribution of a Markov chain. During its nearly 20 years of existence, exact sampling has evolved into perfect simulation, which enables high-dimensional simulation from interacting distributions.

Perfect Simulation illustrates the application of perfect simulation ideas and algorithms to a wide range of problems. The book is one of the first to bring together research on simulation from statistics, physics, finance, computer science, and other areas into a unified framework. You will discover the mechanisms behind creating perfect simulation algorithms for solving an array of problems.

The author describes numerous protocol methodologies for designing algorithms for specific problems. He first examines the commonly used acceptance/rejection (AR) protocol for creating perfect simulation algorithms. He then covers other major protocols, including CFTP; the Fill, Machida, Murdoch, and Rosenthal (FMMR) method; the randomness recycler; retrospective sampling; and partially recursive AR, along with multiple variants of these protocols. The book also shows how perfect simulation methods have been successfully applied to a variety of problems, such as Markov random fields, permutations, stochastic differential equations, spatial point processes, Bayesian posteriors, combinatorial objects, and Markov processes.

Mark L. Huber 作者作品表

eBook: Perfect Simulation (DRM PDF)

Perfect Simulation (hardcover)

* 以上資料僅供參考之用, 香港書城並不保證以上資料的準確性及完整性。
* 如送貨地址在香港以外, 當書籍/產品入口時, 顧客須自行繳付入口關稅和其他入口銷售稅項。

 

 

 

  我的賬戶 |  購物車 |  出版社 |  團購優惠
加入供應商 |  廣告刊登 |  公司簡介 |  條款及細則

香港書城 版權所有 私隱政策聲明

顯示模式: 電腦版 (改為: 手機版)